Exceedances point processes in the plane of stationary Gaussian sequences with data missing

Peng Zuoxiang; Tong Jinjun; Weng Zhichao

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Exceedances point processes in the plane of stationary Gaussian sequences with data missing

机译：超标于静止高斯序列平面的点过程，数据缺失

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摘要

In this paper, we consider the weak convergence of exceedances point processes in the plane of complete and incomplete stationary Gaussian sequences under some weak dependence conditions. The main results are applied to derive the asymptotic joint distribution of location and height of maximum with data missing, and the joint asymptotic behavior of the location of the first high-level exceedance and the location of the maximum with data missing. (C) 2019 Elsevier B.V. All rights reserved.

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《Statistics & Probability Letters》 |2019年第2019期|共7页
作者
Peng Zuoxiang; Tong Jinjun; Weng Zhichao;
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作者单位

Southwest Univ Sch Math &

Stat Chongqing 400715 Peoples R China;

Southwest Univ Sch Math &

Stat Chongqing 400715 Peoples R China;

Fuzhou Univ Sch Econ &

Management Fuzhou 350116 Fujian Peoples R China;

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原文格式 PDF
正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Point process in the plane; Data missing; Location and height of maximum; location of the first high-level exceedance; Stationary Gaussian sequence;

机译：飞机中的点过程;数据缺失;最大位置和高度;第一高级超出的位置;固定高斯序列;

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专利

1. Exceedances point processes in the plane of stationary Gaussian sequences with data missing [J] . Peng Zuoxiang, Tong Jinjun, Weng Zhichao Statistics & Probability Letters . 2019,第期

机译：超标于静止高斯序列平面的点过程，数据缺失
2. On limiting cluster size distributions for processes of exceedances for stationary sequences [J] . Borovkov K., Novak S. Statistics & Probability Letters . 2010,第23a24期

机译：关于平稳序列超出过程的限制簇大小分布
3. Markov Modulated Gaussian Cox Processes for Semi-Stationary Intensity Modeling of Events Data [J] . Minyoung Kim JMLR: Workshop and Conference Proceedings . 2018,第2011期

机译：Markov调制了事件数据的半固定强度建模的高斯的高斯工具
4. Sparse Transition Matrix Estimation for Sub-Gaussian Autoregressive Processes with Missing Data [C] . Amin Jalali, Rebecca Willett Annual American Control Conference . 2018

机译：数据丢失的亚高斯自回归过程的稀疏转移矩阵估计
5. Simulation of Non-Gaussian/Non-stationary Stochastic Processes: Beyond Second-order Orthogonality [D] . Kim, Hwanpyo. 2018

机译：非高斯/非静止随机流程的仿真：超出二阶正交性
6. Alternating Gaussian Process Modulated Renewal Processes for Modeling Threshold Exceedances and Durations [O] . Erin M. Schliep, Alan E. Gelfand, David M. Holland -1

机译：建模阈值超过和持续时间的交替高斯过程调制更新过程
7. Limit properties of exceedances point processes of scaled stationary Gaussian sequences [O] . Hashorva, Enkelejd, Peng, Zuoxiang, Weng, Zhichao 2013

机译：限制比例静止的超越点过程的属性高斯序列
8. Exceedance Point Processes for Stationary Sequences under Mild Oscillation Restrictions [R] . Leadbetter, M. R., Nandagopalan, S. 1988

机译：在温和振荡限制下的平稳序列的超越点过程

Exceedances point processes in the plane of stationary Gaussian sequences with data missing

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